Title :
Stability analysis of predictor based least squares algorithm and finite precision arithmetic error effects
Author :
Wang, Youhua ; Nakayama, Kenji
Author_Institution :
Dept. of Electr. & Comput. Eng., Kanazawa Univ., Japan
Abstract :
The numerical property of the recursive least squares (RLS) algorithm has been extensively studied. However, very few investigations are reported concerning the numerical behavior of the predictor based least squares (PLS) algorithms that provide the same least square solutions as the RLS algorithm. This paper studies the numerical property of the backward PLS (BPLS) algorithm. First, the stability of the BPLS algorithm is verified by using the state space method. Then, finite-precision arithmetic error effects on both the BPLS and the RLS algorithms are presented through computer simulations. Some important results are obtained, which demonstrate that the BPLS algorithm appears quite robust to round-off errors and provides a much more accurate and stable numerical performance than that of the RLS algorithm under finite-precision implementation
Keywords :
least squares approximations; prediction theory; roundoff errors; state-space methods; BPLS; backward PLS; finite precision arithmetic error effects; finite-precision implementation; numerical property; predictor based least squares algorithm; round-off errors; stability analysis; state space method; Computer errors; Computer simulation; Digital arithmetic; Least squares methods; Power line communications; Resonance light scattering; Robustness; Roundoff errors; Stability analysis; State-space methods;
Conference_Titel :
TENCON '96. Proceedings., 1996 IEEE TENCON. Digital Signal Processing Applications
Conference_Location :
Perth, WA
Print_ISBN :
0-7803-3679-8
DOI :
10.1109/TENCON.1996.608412
